Major depression is a common psychiatric disorder. Studies of the pathophysiology of depressive disorders indicate a heterogeneous group of disorders rather than a single disorder. This study will examine and better characterize some subgroups of patients with major depressive disorder. Melatonin secretion in depressed subjects and normal controls will be examined in detail. Correlations between melatonin output, cortisol secretion, and presence of REM sleep disturbances in these subjects will be made.